I drew all the elements of the image in SAI first (clouds, rain, lightning bolt), exported them as a Photoshop document, then imported that into GIMP, where I flatten all layers down to multiple frames and animate them. Sometimes cathartic, most times not.
I then open up that document with Photoshop to save the panel for Web and Devices. Why not do that GIMP, you ask? Well, because GIMP's color indexing sucks conk.
I'm not entirely happy with how this turned out. The lines are too smooth, a "consequence" of SAI's stabilizers. The clouds suffer from pillow-shading. The clouds in general look dumb and not very authentically MSPA.
That lightning bolt looks sick af, tho